+3,473.6%
GLW vs IP
+345.0%
+3,128.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.4% | -6.4% |
| 7D | -9.5% | +3.4% | -12.9% | -10.8% |
| 30D | -25.5% | +11.2% | -36.7% | -28.7% |
| 3M | -25.6% | -14.8% | -10.8% | -21.4% |
| 6M | -25.5% | +17.3% | -42.8% | -31.6% |
| YTD | +36.4% | -6.2% | +42.5% | +34.2% |
| 1Y | +40.6% | +2.3% | +38.3% | +33.3% |
| 3Y | +352.8% | +17.7% | +335.1% | +286.3% |
| 5Y | +267.1% | -8.4% | +275.5% | +242.2% |
| 10Y | +581.8% | +32.1% | +549.7% | +438.9% |
| All | +3,473.6% | +345.0% | +3,128.6% | +1,339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling